Journal article
Generalized Derivatives of Lexicographic Linear Programs
Abstract
Lexicographic linear programs are fixed-priority multiobjective linear programs that are a useful model of biological systems using flux balance analysis and for goal-programming problems. The objective function values of a lexicographic linear program as a function of its right-hand side are nonsmooth. This work derives generalized derivative information for lexicographic linear programs using lexicographic directional derivatives to obtain …
Authors
Gomez JA; Höffner K; Khan KA; Barton PI
Journal
Journal of Optimization Theory and Applications, Vol. 178, No. 2, pp. 477–501
Publisher
Springer Nature
Publication Date
8 2018
DOI
10.1007/s10957-018-1309-2
ISSN
0022-3239